-39.1%
IONQ vs FERG
+1.3%
-40.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.6% | -5.8% | -7.2% |
| 7D | +16.8% | +8.2% | +8.6% | +11.7% |
| 30D | -11.1% | +14.4% | -25.5% | -17.5% |
| 3M | -31.7% | +4.3% | -36.1% | -33.2% |
| 6M | -44.8% | +7.9% | -52.6% | -47.1% |
| YTD | -31.2% | +16.3% | -47.5% | -35.3% |
| 1Y | -39.1% | +2.2% | -41.4% | -38.7% |
| All | -39.1% | +1.3% | -40.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling